Really. You can make a roasting bag out of a piece of aluminum foil. It's even easier than wrapping a Hanukkah present. Lay out a piece of aluminum foil. Sizewise, it should be about the same size as a piece of wrapping paper - wide enough to go all the way around the roasting object, and long enough to go a little more than half way around.

Odds are you'll need to oil or grease the roasting object, to make sure it doesn't burn and stick to the foil. Check your recipe. Put the object in the middle of the foil, and pull up the sides of the foil - this is the width, not the length - so that the ends are touching, inside to inside, like this lengthwise view.:

Now, fold the top edges down, about .5 cm per fold, several times, crimping it down. Take the open ends, flatten the aluminum foil together, and fold it similarly. You'll want all the folds to be on the top of the bag when done.